Anic Equity¶

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Total return since start: 0.656 %¶

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Equity now: -----------------------------> 50569.93 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44286.02 Kr¶

PnL: ---------------------------------------> -489.37 Kr¶

DD now: ---------------------------------> -4.801 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 17:24:15.122758'

Anic Portfolio¶

Today¶

Return: -0.358 %¶

This Week¶

Return: -0.358 %¶

Total portfolio value¶

Return including deposits: 65.553 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Orrön Energy 170 -1.530000 2074.850000 34.000000 1.670000 2040.850000
Hexagon B 26 -0.300000 3442.400000 31.200000 0.910000 3411.200000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Vitec Software Group B 2 -0.890000 1116.000000 15.000000 1.360000 1101.000000
Profoto Holding 7 0.240000 596.400000 14.400000 2.470000 581.999999
INVISIO 15 -1.240000 3570.000000 7.500000 0.210000 3562.500000
HEXPOL B 8 -0.250000 962.400000 7.200000 0.750000 955.200000
Hexatronic Group 15 2.110000 1073.100000 5.400000 0.510000 1067.700000
Hennes & Mauritz B 6 -0.570000 915.000000 5.040000 0.550000 909.960000
AcadeMedia 20 -0.530000 979.200000 3.600000 0.370000 975.600000
BHG Group 109 -5.230000 1421.360000 2.180000 0.150000 1419.180000
Sagax B 4 -1.910000 885.200000 2.000000 0.230000 883.200000
ASSA ABLOY B 4 -1.350000 992.000000 1.200000 0.120000 990.800000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
SKF B 5 -1.390000 977.750000 -0.250000 -0.030000 978.000000
Sandvik 4 -1.540000 845.200000 -0.400000 -0.050000 845.600000
Platzer Fastigheter Holding B 12 -1.620000 946.800000 -2.400000 -0.250000 949.200000
Atrium Ljungberg B 5 -1.050000 899.000000 -2.500000 -0.280000 901.500000
Latour B 4 -3.540000 849.600000 -4.400000 -0.520000 854.000000
OX2 12 -3.590000 901.800000 -4.800000 -0.530000 906.600000
Biotage 1 -9.820000 142.300000 -5.200000 -3.530000 147.500000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
Bufab 3 -1.390000 1066.800000 -6.000000 -0.560000 1072.800000
Addnode Group B 7 -3.330000 895.300000 -7.700000 -0.850000 903.000000
Gränges 10 3.320000 1028.000000 -8.000000 -0.770000 1036.000000
EQT 4 -2.660000 862.000000 -8.800000 -1.010000 870.800000
Alimak Group 12 -1.070000 994.800000 -9.600000 -0.960000 1004.400000
JM 7 -2.620000 936.600000 -11.200000 -1.180000 947.800000
Byggmax Group 33 -3.100000 949.740000 -15.180000 -1.570000 964.920000
Creaspac SPAC 40 -0.520000 3808.000000 -16.000000 -0.420000 3824.000000
BioGaia B 8 -3.660000 884.000000 -18.400000 -2.040000 902.400000
Vitrolife 3 -3.600000 658.200000 -18.800000 -2.780000 677.000001
Investor B 3 -2.410000 639.000000 -19.000000 -2.890000 657.999999
Catena 2 -3.740000 772.000000 -31.600000 -3.930000 803.600000
Hoist Finance 36 -2.880000 970.200000 -37.800000 -3.750000 1008.000000
VEF 788 -2.320000 1859.680000 -37.820000 -1.990000 1897.504000
Sedana Medical 93 -3.030000 2620.740000 -362.840000 -12.160000 2983.577733
TOTAL 44286.020000 -489.370000 -4.80121% 44775.391732

Updated:¶

'2023-06-19 17:24:31.956004'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶